MortgageOAS-class: mortgage oas class
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
mortgage pass through oas class
Slots
Cusipthe pass through cusip
Issuerthe pass through issuer
Couponthe pass through investor coupon
Termthe pass though amortization term
OASthe mortgage option adjusted spread
ZeroVolSpreadthe zero volatility spread
Spreadsthe path spread along each simulation
OADoption adjusted duration
OACoption adjusted convexity
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description
mortgage pass through oas class
Slots
Cusipthe pass through cusip
Issuerthe pass through issuer
Couponthe pass through investor coupon
Termthe pass though amortization term
OASthe mortgage option adjusted spread
ZeroVolSpreadthe zero volatility spread
Spreadsthe path spread along each simulation
OADoption adjusted duration
OACoption adjusted convexity
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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